MOTM

I've heard that it is difficult for a VCO to create a sine waveform
(or really a good quality sine wave).  Is this true and why is it 
so?  Its obvious to me that it would be harder to generate a sine 
wave in comparison to a square wave, but what is specifically 
challenging theoretically and in practice?

Some people complain about the purity of sine waves generated from 
VCOs.. does this matter to you?  Do you find sine waves useful in 
subtractive synthesis or could you do without this waveform?